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Similarities in the Distribution of Stock Market Price Changes between the Eighteenth and Twentieth Centuries

โœ Scribed by Harrison, Paul

Book ID
123880872
Publisher
University of Chicago Press
Year
1998
Tongue
English
Weight
233 KB
Volume
71
Category
Article
ISSN
0021-9398

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๐Ÿ“œ SIMILAR VOLUMES

The daily distribution of changes in the
The daily distribution of changes in the price of stock index futures
โœ Edward A. Dyl; Edwin D. Maberly ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 592 KB

any empirical studies of daily returns on common stocks and other financial M assets in United States markets have reported daily. patterns that are seemingly inexplicable (Cross, 1973, French, 1980, Gibbons and Hess, 1981 and Keim and Stambaugh, 1984). Recently, Jaffe and Westerfield (1985) report